PRICE DISCOVERY IN THE AUSTRALIAN DOLLAR FOREIGN EXCHANGE MARKET
β Scribed by JONATHAN BATTEN; WARREN HOGAN
- Book ID
- 118083461
- Publisher
- Economic Society of Australia
- Year
- 2001
- Tongue
- English
- Weight
- 603 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0812-0439
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Examination is made of the relative contributions to price discovery of the floor and electronically traded euro FX and Japanese yen futures markets and the corresponding retail on-line foreign exchange spot markets. GLOBEX electronic futures contracts provide the most price discovery in the euro; t
## Abstract Using intraday data, this study investigates the contribution to the price discovery of Euro and Japanese Yen exchange rates in three foreign exchange markets based on electronic trading systems: the CME GLOBEX regular futures, Eβmini futures, and the EBS interdealer spot market. Contra